Answer:
Alastor 'Mad-Eye' Moody's house is currently unknown however we can rule it down. Moody was not a Slytherin because he despised dark arts and everything to do with it. He also wasn't a Hufflepuff because he was very brave and smart and which are qualities of Gryffindor and Ravenclaw not Hufflepuff.
He was most likely in Gryffindor but Ravenclaw is a possibility.